Existence of martingale solutions of abstract stochastic differential equations with discontinuous locally bounded coefficients

被引：0

作者：

M. M. Vas’kovskii

机构：

[1] Belarus State University,

来源：

Differential Equations | 2014年 / 50卷

关键词：

Positive Integer; Existence Theorem; Covariation Operator; Stochastic Evolution; Stochastic Evolution Equation;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We prove an existence theorem for martingale solutions of abstract stochastic differential equations with measurable locally bounded coefficients. A martingale solution is understood as a martingale solution of a stochastic differential inclusion constructed on the basis of the equation.

引用

页码：1429 / 1434

页数：5

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